+77.4%
IBM vs IBN
+25.8%
+51.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.7% | +5.1% | +3.8% |
| 7D | +3.6% | -5.1% | +8.7% | +4.8% |
| 30D | +1.5% | -3.5% | +5.1% | +2.3% |
| 3M | -12.9% | +11.3% | -24.2% | -14.9% |
| 6M | -3.9% | +4.4% | -8.3% | -4.8% |
| YTD | -17.3% | -1.8% | -15.5% | -17.0% |
| 1Y | -5.0% | -8.0% | +3.0% | -3.6% |
| All | +77.4% | +25.8% | +51.5% | +69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded IBN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling